273 lines
6.6 KiB
Go
273 lines
6.6 KiB
Go
package okexapi
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import (
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"bytes"
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"context"
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"crypto/hmac"
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"crypto/sha256"
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"encoding/base64"
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"encoding/json"
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"fmt"
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"net/http"
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"net/url"
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"strings"
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"time"
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"git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint"
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"github.com/c9s/requestgen"
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"github.com/pkg/errors"
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)
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const defaultHTTPTimeout = time.Second * 15
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const RestBaseURL = "https://aws.okx.com/"
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const PublicWebSocketURL = "wss://wsaws.okx.com:8443/ws/v5/public"
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const PrivateWebSocketURL = "wss://wsaws.okx.com:8443/ws/v5/private"
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const PublicBusinessWebSocketURL = "wss://wsaws.okx.com:8443/ws/v5/business"
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/*
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模拟交易
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REST：https://www.okx.com
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WebSocket公共频道：wss://wspap.okx.com:8443/ws/v5/public
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WebSocket私有频道：wss://wspap.okx.com:8443/ws/v5/private
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WebSocket业务频道：wss://wspap.okx.com:8443/ws/v5/business
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*/
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const SimulatedRestBaseURL = "https://www.okx.com/"
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const SimulatedPublicWebSocketURL = "wss://wspap.okx.com:8443/ws/v5/public"
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const SimulatedPrivateWebSocketURL = "wss://wspap.okx.com:8443/ws/v5/private"
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const SimulatedPublicBusinessWebSocketURL = "wss://wspap.okx.com:8443/ws/v5/business"
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type SideType string
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const (
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SideTypeBuy SideType = "buy"
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SideTypeSell SideType = "sell"
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)
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type OrderType string
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const (
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OrderTypeMarket OrderType = "market"
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OrderTypeLimit OrderType = "limit"
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OrderTypePostOnly OrderType = "post_only"
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OrderTypeFOK OrderType = "fok"
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OrderTypeIOC OrderType = "ioc"
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)
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type InstrumentType string
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const (
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InstrumentTypeSpot InstrumentType = "SPOT"
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InstrumentTypeSwap InstrumentType = "SWAP"
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InstrumentTypeFutures InstrumentType = "FUTURES"
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InstrumentTypeOption InstrumentType = "OPTION"
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InstrumentTypeMARGIN InstrumentType = "MARGIN"
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)
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type OrderState string
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const (
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OrderStateCanceled OrderState = "canceled"
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OrderStateLive OrderState = "live"
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OrderStatePartiallyFilled OrderState = "partially_filled"
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OrderStateFilled OrderState = "filled"
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)
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func (o OrderState) IsWorking() bool {
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return o == OrderStateLive || o == OrderStatePartiallyFilled
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}
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type RestClient struct {
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requestgen.BaseAPIClient
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Key, Secret, Passphrase string
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}
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var parsedBaseURL *url.URL
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func init() {
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url, err := url.Parse(RestBaseURL)
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if err != nil {
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panic(err)
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}
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parsedBaseURL = url
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}
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func NewClient() *RestClient {
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client := &RestClient{
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BaseAPIClient: requestgen.BaseAPIClient{
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BaseURL: parsedBaseURL,
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HttpClient: &http.Client{
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Timeout: defaultHTTPTimeout,
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},
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},
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}
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return client
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}
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func (c *RestClient) Auth(key, secret, passphrase string) {
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c.Key = key
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// pragma: allowlist nextline secret
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c.Secret = secret
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c.Passphrase = passphrase
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}
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// NewAuthenticatedRequest creates new http request for authenticated routes.
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func (c *RestClient) NewAuthenticatedRequest(ctx context.Context, method, refURL string, params url.Values, payload interface{}) (*http.Request, error) {
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if len(c.Key) == 0 {
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return nil, errors.New("empty api key")
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}
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if len(c.Secret) == 0 {
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return nil, errors.New("empty api secret")
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}
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rel, err := url.Parse(refURL)
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if err != nil {
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return nil, err
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}
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if params != nil {
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rel.RawQuery = params.Encode()
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}
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pathURL := c.BaseURL.ResolveReference(rel)
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path := pathURL.Path
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if rel.RawQuery != "" {
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path += "?" + rel.RawQuery
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}
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// set location to UTC so that it outputs "2020-12-08T09:08:57.715Z"
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t := time.Now().In(time.UTC)
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timestamp := t.Format("2006-01-02T15:04:05.999Z07:00")
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var body []byte
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if payload != nil {
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switch v := payload.(type) {
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case string:
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body = []byte(v)
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case []byte:
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body = v
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default:
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body, err = json.Marshal(v)
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if err != nil {
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return nil, err
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}
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}
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}
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signKey := timestamp + strings.ToUpper(method) + path + string(body)
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signature := Sign(signKey, c.Secret)
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req, err := http.NewRequest(method, pathURL.String(), bytes.NewReader(body))
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if err != nil {
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return nil, err
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}
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req.Header.Add("Content-Type", "application/json")
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req.Header.Add("Accept", "application/json")
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req.Header.Add("OK-ACCESS-KEY", c.Key)
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req.Header.Add("OK-ACCESS-SIGN", signature)
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req.Header.Add("OK-ACCESS-TIMESTAMP", timestamp)
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req.Header.Add("OK-ACCESS-PASSPHRASE", c.Passphrase)
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return req, nil
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}
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type AssetBalance struct {
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Currency string `json:"ccy"`
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Balance fixedpoint.Value `json:"bal"`
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Frozen fixedpoint.Value `json:"frozenBal,omitempty"`
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Available fixedpoint.Value `json:"availBal,omitempty"`
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}
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type AssetBalanceList []AssetBalance
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func (c *RestClient) AssetBalances(ctx context.Context) (AssetBalanceList, error) {
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req, err := c.NewAuthenticatedRequest(ctx, "GET", "/api/v5/asset/balances", nil, nil)
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if err != nil {
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return nil, err
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}
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response, err := c.SendRequest(req)
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if err != nil {
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return nil, err
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}
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var balanceResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data AssetBalanceList `json:"data"`
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}
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if err := response.DecodeJSON(&balanceResponse); err != nil {
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return nil, err
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}
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return balanceResponse.Data, nil
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}
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type AssetCurrency struct {
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Currency string `json:"ccy"`
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Name string `json:"name"`
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Chain string `json:"chain"`
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CanDeposit bool `json:"canDep"`
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CanWithdraw bool `json:"canWd"`
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CanInternal bool `json:"canInternal"`
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MinWithdrawalFee fixedpoint.Value `json:"minFee"`
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MaxWithdrawalFee fixedpoint.Value `json:"maxFee"`
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MinWithdrawalThreshold fixedpoint.Value `json:"minWd"`
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}
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func (c *RestClient) AssetCurrencies(ctx context.Context) ([]AssetCurrency, error) {
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req, err := c.NewAuthenticatedRequest(ctx, "GET", "/api/v5/asset/currencies", nil, nil)
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if err != nil {
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return nil, err
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}
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response, err := c.SendRequest(req)
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if err != nil {
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return nil, err
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}
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var currencyResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data []AssetCurrency `json:"data"`
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}
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if err := response.DecodeJSON(¤cyResponse); err != nil {
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return nil, err
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}
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return currencyResponse.Data, nil
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}
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func Sign(payload string, secret string) string {
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var sig = hmac.New(sha256.New, []byte(secret))
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_, err := sig.Write([]byte(payload))
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if err != nil {
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return ""
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}
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return base64.StdEncoding.EncodeToString(sig.Sum(nil))
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// return hex.EncodeToString(sig.Sum(nil))
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}
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type APIResponse struct {
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Code string `json:"code"`
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Message string `json:"msg"`
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Data json.RawMessage `json:"data"`
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}
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func (a APIResponse) Validate() error {
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if a.Code != "0" {
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return a.Error()
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}
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return nil
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}
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func (a APIResponse) Error() error {
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return fmt.Errorf("retCode: %s, retMsg: %s, data: %s", a.Code, a.Message, string(a.Data))
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}
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